+375.9%
CLF vs ENTG
+1,131.8%
-755.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.7% |
| 7D | -19.6% | -17.1% | -2.5% | -13.2% |
| 30D | -5.0% | -23.0% | +18.0% | +5.3% |
| 3M | -6.3% | -10.2% | +3.9% | -3.2% |
| 6M | +2.8% | -17.8% | +20.5% | +6.1% |
| YTD | -13.7% | +52.4% | -66.1% | -31.1% |
| 1Y | +13.6% | +49.8% | -36.2% | -9.2% |
| 3Y | -34.0% | +42.1% | -76.1% | -47.8% |
| 5Y | -48.7% | -10.2% | -38.5% | -54.5% |
| 10Y | +113.4% | +756.0% | -642.5% | -19.7% |
| All | +375.9% | +1,131.8% | -755.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ENTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling